. Author manuscript; available in PMC: 2022 Jul 1.

Published in final edited form as: Electron J Stat. 2021 Sep 14;15(2):4192–4235. doi: 10.1214/21-ejs1887

Table 2.

Bias, mean squared error (MSE), and coverage probability (CP) from 500 bootstrap samples in estimating the β₁ coefficient, the similarity of $\hat{γ}$ to π_j and the standard error (SE), and the MSE in estimating the eigenvalues ${\hat{λ}}_{i j}$ , for j = 2, 4. Data dimension p = 100, sample size n = 100 and T_i = T = 100.

	Method	${\hat{β}}_{1}$			$\hat{λ}$	${\hat{λ}}_{i j}$
	Method	Bias	MSE	CP	$\| 〈 \hat{γ}, π_{j} 〉 \|$ (SE)	MSE
D2	LW-CAP	−0.027	0.002	0.782	0.653 (0.033)	1812.091
D2	CS-CAP	−0.023	0.001	0.855	0.931 (0.012)	173.225
D4	LW-CAP	0.018	0.002	0.770	0.666 (0.027)	2186.265
D4	CS-CAP	0.019	0.001	0.845	0.926 (0.011)	231.856